Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'410 CHF | 35'470 CHF | 99.16% | 99.16% |
12.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 94'296 CHF | 32'432 CHF | 99.24% | 99.24% |
11.07.2024 | 3.62% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'538 CHF | 28'513 CHF | 90.53% | 90.53% |
10.07.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'622 CHF | 31'541 CHF | 97.49% | 97.49% |
09.07.2024 | 3.04% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'222 CHF | 33'407 CHF | 98.69% | 98.69% |
08.07.2024 | 3.16% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'704 CHF | 32'235 CHF | 98.54% | 98.54% |
05.07.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'124 CHF | 43'041 CHF | 92.03% | 92.03% |
04.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'883 CHF | 42'294 CHF | 99.06% | 99.06% |
03.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'158 CHF | 45'053 CHF | 95.39% | 95.39% |
02.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'010 CHF | 48'337 CHF | 95.11% | 95.11% |